-16.5%
SOUN vs OKTA
+28.1%
-44.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.8% |
| 7D | -7.1% | -2.4% | -4.7% | -6.2% |
| 30D | -15.4% | +13.0% | -28.4% | -21.4% |
| 3M | -10.6% | +41.7% | -52.3% | -25.4% |
| 6M | -19.6% | +105.9% | -125.6% | -45.3% |
| YTD | -37.2% | +92.6% | -129.8% | -56.2% |
| 1Y | -57.1% | +81.1% | -138.1% | -69.1% |
| 3Y | +178.2% | +84.8% | +93.4% | +97.3% |
| All | -16.5% | +28.1% | -44.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling